Fields By Tag

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

Unique identifier of advertisement message.

Reference identifier used with CANCEL and REPLACE transaction types.

Broker's side of advertised trade

Identifies Advertisement (7) message transaction type

Calculated average price of all fills on this order.

Message sequence number of first message in range to be resent

Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)

Message length, in bytes, is verified by counting the number of characters in the message following the BodyLength (9) field up to, and including, the delimiter immediately preceding the CheckSum (10) field.

Three byte, simple checksum (see Volume 2: "CheckSum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.

Commission type

Total quantity (e.g. number of shares) filled.

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See " Appendix 6-A: Valid Currency Codes " for information on obtaining valid values.

Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).

Unique identifier of Execution Report (8) message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150) =I (Order Status)).

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

Reference identifier used with Trade, Trade Cancel and Trade Correct execution types.

Instructions for order handling on Broker trading floor

Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified.

Unique identifier of IOI message.

Relative quality of indication

Reference identifier used with CANCEL and REPLACE, transaction types.

Quantity (e.g. number of shares) in numeric form or relative size.

Identifies IOI message transaction type

Broker capacity in order execution

Market of execution for last fill, or an indication of the market where an order was routed

Price of this (last) fill.

Quantity (e.g. shares) bought/sold on this (last) fill.

Identifies number of lines of text body

Integer message sequence number.

Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)

New sequence number

Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.

Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.

Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.

"Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))"

Indicates possible retransmission of message with this sequence number

Price per unit of quantity (e.g. per share)

Reference message sequence number

Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource (22) .

Assigned value used to identify firm sending message.

Assigned value used to identify specific message originator (desk, trader, etc.)

Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Overall/total quantity (e.g. number of shares)

Side of order (see Volume : "Glossary" for value definitions)

Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)

Assigned value used to identify receiving firm.

Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user.

Free format text string

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions)

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

Urgency flag

Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettlDate (64) are omitted, the default for SettlType (63) . is 0 (Regular)

Specific date of trade settlement (SettlementDate) in YYYYMMDD format.

Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167) .

Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.

Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68) , 2 of 25, 3 of 25, . . . )

Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66) . Used to support fragmentation.

Free format text message containing list handling and execution instructions.

Unique identifier for Allocation Instruction (J) message.

Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

Reference identifier to be used with AllocTransType (71) = Replace or Cancel.

Indicates number of orders to be combined for average pricing and allocation.

Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

Number of repeating AllocAccount (79) / AllocPrice (366) entries.

Sub-account mnemonic

Quantity to be allocated to specific sub-account

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) / AllocQty (80) / ProcessCode (81) instance indicates regular trade.

Total number of reports within series.

Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side.

Total quantity canceled for this order.

Number of delivery instruction fields in repeating group.

Identifies status of allocation.

Identifies reason for rejection.

Electronic signature. Deprecated in FIX FIXT1.1

Length of encrypted message. Deprecated in FIXT1.1

Actual encrypted data stream. Deprecated in FIXT1.1.

Number of bytes in signature field. Deprecated in FIXT1.1.

Email message type.

Number of bytes in raw data field.

Unformatted raw data, can include bitmaps, word processor documents, etc.

Indicates that message may contain information that has been sent under another sequence number.

Method of encryption.

Price per unit of quantity (e.g. per share)

Execution destination as defined by institution when order is entered.

Code to identify reason for cancel rejection.

Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.

Code to qualify IOI use.

Name of security issuer (e.g. International Business Machines, GNMA).

Security description.

Heartbeat interval (seconds)

Minimum quantity of an order to be executed.

Deprecated in FIX.5.0. The quantity to be displayed. Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

Identifier included in Test Request message to be returned in resulting Heartbeat

Identifies party of trade responsible for exchange reporting.

Indicates whether the broker is to locate the stock in conjunction with a short sell order.

Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field.

Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party

Unique identifier for quote

Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.

Total amount due expressed in settlement currency (includes the effect of the forex transaction)

Currency code of settlement denomination.

Indicates request for forex accommodation trade to be executed along with security transaction.

Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request.

Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.

No of execution repeating group entries to follow.

Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT").

Reason for execution rejection.

Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field.

Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party

Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.

Unique identifier for quote request

Bid price/rate

Offer price/rate

Quantity of bid

Quantity of offer

Number of repeating groups of miscellaneous fees

Miscellaneous fee value

Currency of miscellaneous fee

Indicates type of miscellaneous fee.

Previous closing price of security.

Indicates that the both sides of the FIX session should reset sequence numbers.

Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader)

Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader)

Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party

Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party

Specifies the number of repeating symbols specified.

The subject of an Email message

The headline of a News message

A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)

Describes the specific Execution Report (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14) .

Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity ( OrderQty (38) ) based upon this amount to be used for the actual order and subsequent messages.

AvgPx (6) for a specific AllocAccount (79)

NetMoney (118) for a specific AllocAccount (79)

Foreign exchange rate used to compute SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)

Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided.

Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.

The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.

Amount of Accrued Interest for convertible bonds and fixed income

Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

Free format text related to a specific AllocAccount (79).

Unique identifier for Settlement Instruction.

Settlement Instructions message transaction type

Unique identifier for an email thread (new and chain of replies)

Indicates source of Settlement Instructions

Indicates type of security. See also the Product (460) and CFICode (461) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Identifies the Standing Instruction database used

Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodians name).

Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.

Identifies type of settlement

Bid F/X spot rate.

Bid F/X forward points added to spot rate. May be a negative value.

Offer F/X spot rate.

Offer F/X forward points added to spot rate. May be a negative value.

Deprecated in FIX.5.0. OrderQty (38) of the future part of a F/X swap order.

Deprecated in FIX.5.0. SettlDate (64) of the future part of a F/X swap order.

F/X spot rate.

F/X forward points added to LastSpotRate (194) . May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Can be used to link two different Allocation messages (each with unique AllocID (70) ) together, i.e. for F/X "Netting" or "Swaps". Should be unique.

Identifies the type of Allocation linkage when AllocLinkID (196) ,is used.

Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.

Number of repeating groups of IOIQualifier (104) s.

Can be used with standardized derivatives vs. the MaturityDate (541) field. Month and Year of the maturity (used for standardized futures and options).

Indicates whether an Option is for a put or call.

Strike Price for an Option.

Used for derivative products, such as options

Can be used for SecurityType (167) =OPT to identify a particular security.

Market used to help identify a security.

Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).

Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.

Deprecated in FIX.5.0. Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).

Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836)

Length of the XmlData data block.

Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters.

Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types.

Number of repeating groups of RoutingID (217) and RoutingType (216) values.

Indicates the type of RoutingID (217) specified.

Assigned value used to identify a specific routing destination.

For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type.

Identifies currency used for benchmark curve. See " Appendix 6-A: Valid Currency Codes " for information on obtaining valid values.

Name of benchmark curve.

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED".

The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.

Date interest is to be paid. Used in identifying Corporate Bond issues.

The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date")

Deprecated in FIX.4.4 Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Deprecated in FIX.4.4 Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index.

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.

The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).

Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc.

Number of stipulation entries

For Fixed Income.

For Fixed Income. Value of stipulation.

Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Yield percentage.

The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.

Provides the reduction in price for the secondary market in Muncipals.

Identifies the collateral used in the transaction.

Deprecated in FIX.4.4 Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Underlying securitys CouponPaymentDate.

Underlying securitys IssueDate.

Deprecated in FIX.4.4 Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Deprecated in FIX.4.4 Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Deprecated in FIX.4.4 Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Underlying securitys Factor.

Deprecated in FIX.4.4 Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Multileg instrument's individual leg securitys CouponPaymentDate.

Multileg instrument's individual leg securitys IssueDate.

Deprecated in FIX.4.4 Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Deprecated in FIX.4.4 Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Deprecated in FIX.4.4 Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Multileg instrument's individual leg securitys Factor.

Deprecated in FIX.4.4 Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.

Underlying securitys CreditRating.

Multileg instrument's individual leg securitys CreditRating.

Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.

Price for BasisFeatureDate.

Unique identifier for Market Data Request

Subscription Request Type

Depth of market for Book Snapshot / Incremental updates

Specifies the type of Market Data update.

Specifies whether or not book entries should be aggregated. (Not specified) = broker option

Number of MDEntryType (269) fields requested.

Number of entries in Market Data message.

Type Market Data entry.

Price of the Market Data Entry.

Quantity or volume represented by the Market Data Entry.

Date of Market Data Entry.

Time of Market Data Entry.

Direction of the "tick".

Deprecated in FIX.5.0. Market posting quote / trade.

Space-delimited list of conditions describing a quote.

Space-delimited list of conditions describing a trade

Unique Market Data Entry identifier.

Type of Market Data update action.

Refers to a previous MDEntryID (278) .

Reason for the rejection of a Market Data Request (V) .

Deprecated in FIX.5.0. Originator of a Market Data Entry

Identification of a Market Makers location

Identification of a Market Makers desk

Reason for deletion.

Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char)

Specifies the number of days that may elapse before delivery of the security

Buying party in a trade

Selling party in a trade

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with .

Identifies a firm's or a security's financial status

Identifies the type of Corporate Action.

Default Bid Size.

Default Offer Size.

The number of quote entries for a QuoteSet.

The number of sets of quotes in the message.

Identifies the status of the quote acknowledgement.

Identifies the type of quote cancel.

Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated.

Reason quote was rejected.

Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed.

Unique id for the QuoteSet.

Indicates the type of Quote Request being generated

Total number of quotes for the QuoteSet across all messages. Should be the sum of all NoQuoteEntries (295) in each message that has repeating quotes that are part of the same QuoteSet.

Underlying securitys SecurityIDSource.

Underlying securitys Issuer.

Description of the Underlying security.

Underlying securitys SecurityExchange. Can be used to identify the underlying security.

Underlying securitys SecurityID.

Underlying securitys SecurityType.

Underlying securitys Symbol.

Underlying securitys SymbolSfx.

Underlying securitys MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.

Put or call indicator of the underlying security. See PutOrCall (201) .

Underlying securitys StrikePrice.

Underlying securitys OptAttribute.

Underlying securitys Currency.

Unique ID of a Security Definition Request.

Type of Security Definition Request.

Unique ID of a Security Definition message.

Type of Security Definition message response.

Unique ID of a Security Status Request message.

Indicates whether or not message is being sent as a result of a subscription request or not.

Identifies the trading status applicable to the transaction.

Denotes the reason for the Opening Delay or Trading Halt.

Indicates whether or not the halt was due to Common Stock trading being halted.

Indicates whether or not the halt was due to the Related Security being halted.

Quantity bought.

Quantity sold.

Represents an indication of the high end of the price range for a security prior to the open or reopen.

Represents an indication of the low end of the price range for a security prior to the open or reopen.

Identifies the type of adjustment.

Unique ID of a Trading Session Status message.

Identifier for Trading Session

Identifies the trader (e.g. "badge number") of the ContraBroker.

Method of trading

Trading Session Mode

State of the trading session.

Starting time of the trading session

Time of the opening of the trading session

Time of the pre-closed of the trading session

Closing time of the trading session

End time of the trading session

Number of orders in the market.

Type of message encoding (non-ASCII (non-English) characters) used in a messages "Encoded" fields.

Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer (106) field.

Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field.

Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc (107) field.

Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.

Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field.

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.

Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.

Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field.

Byte length of encoded (non-ASCII characters) EncodedHeadline (359) , field.

Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field.

Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field.

Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).

Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Reason Quote Entry was rejected.

The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

The tag number of the FIX field being referenced.

The MsgType (35) of the FIX message being referenced.

Code to identify reason for a session-level Reject message.

Identifies the Bid Request message type.

Identifies contra broker. Standard NASD market-maker mnemonic is preferred.

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

Indicates whether or not the order was solicited.

Code to identify reason for an Execution Report message sent with ExecType=Restated or used when communicating an unsolicited cancel.

The value of the business-level "ID" field on the message being referenced.

Code to identify reason for a Business Message Reject message.

Total amount traded (e.g. CumQty (14) * AvgPx (6) ) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when LastQty and other quantity fields are express in terms of contract size. (i.e. quantity * price * contract size)

The number of ContraBroker (375) entries.

Maximum number of bytes supported for a single message.

Number of MsgType (35) in repeating group.

Specifies the direction of the messsage.

Number of TradingSessionID (336) in repeating group.

Total volume (quantity) traded.

Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.

Amount (signed) added to the "related to" price specified via DiscretionInst (388) , in the context of DiscretionOffsetType (842) .

Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.

Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day.

Descriptive name for list order.

Total number of securities.

Code to identify the type of Bid Request.

Total number of tickets.

Amounts in currency

Amounts in currency

Number of BidDescriptor (400) entries.

Code to identify the type of BidDescriptor (400) .

BidDescriptor (400) value. Usage depends upon BidDescriptorType (399) .

Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.

Liquidity indicator or lower limit if TotNoRelatedSym (393) > 1. Represented as a percentage.

Upper liquidity indicator if TotNoRelatedSym (393) > 1. Represented as a percentage.

Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency

Eg Used in EFP trades 2% (EFP Exchange for Physical ). Represented as a percentage.

Used in EFP trades

Used in EFP trades. Represented as a percentage.

Used in EFP trades

Code to identify the type of liquidity indicator.

Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.

Indicates whether or not to exchange for phsyical.

Value of stocks in Currency

Percentage of program that crosses in Currency. Represented as a percentage.

Code to identify the desired frequency of progress reports.

Time in minutes between each ListStatus report sent by SellSide. Zero means dont send status.

Code to represent whether value is net (inclusive of tax) or gross.

Indicates the total number of bidders on the list

Code to represent the type of trade.

Code to represent the basis price type.

Indicates the number of list entries.

ISO Country Code in field

Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66) . Used to support fragmentation.

Code to represent the price type.

For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty (38) - ( CumQty (14) - DayCumQty (425) )

Quantity on a GT order that has traded today.

The average price for quantity on a GT order that has traded today.

Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.

Number of list strike price entries.

Code to represent the status type.

Code to represent whether value is net (inclusive of tax) or gross.

Code to represent the status of a list order.

Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local markets business practices

Identifies the type of ListExecInst (69) .

Identifies the type of request that a Order Cancel Reject (9) is in response to.

Underlying securitys CouponRate. See CouponRate (223) field for description

Underlying securitys ContractMultiplier. See ContractMultiplier (231) field for description

Quantity traded with the ContraBroker (375).

Identifes the time of the trade with the ContraBroker (375) . (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency.

Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).

The time at which current market prices are used to determine the value of a basket.

Free format text string related to List Status.

Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.

Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field.

Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified.

Party identifier/code. See PartyIDSource (447) and PartyRole (452) .

Net change from previous days closing price vs. last traded price.

Identifies the type or role of the PartyID (448) specified.

Number of PartyID (448) , PartyIDSource (447) , and PartyRole (452) entries

Number of SecurityAltID (455) entries.

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource (456) .

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID (455) is specified.

Number of UnderlyingSecurityAltID (458) entries.

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID (458) is specified.

Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See " Appendix 6-B FIX Fields Based Upon Other Standards ". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments.

Underlying securitys Product.

Underlying securitys CFICode.

Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents".

Common reference passed to a post-trade booking process (e.g. industry matching utility).

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

Specifies which direction to round For CIV indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrderQty (152) or (for CIV only) OrderPercent (516) are specified on an order.

For CIV - a float value indicating the value to which rounding is required.

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

A two-character state or province abbreviation.

Identifies the locale. For Municipal Security Issuers other than state or province. Refer to

The number of registration details on a Registration Instructions message

Set of Correspondence address details, possibly including phone, fax, etc.

The ISO 3166 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.

"Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.

A code identifying the payment method for a (fractional) distribution.

Specifies currency to be use for Cash Distributions see " Appendix 6-A; Valid Currency Codes ".

Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see " Appendix 6-A; Valid Currency Codes ".

For CIV A one character code identifying whether Cancellation rights/Cooling off period applies.

A one character code identifying Money laundering status.

Free format text to specify mailing instruction requirements, e.g. "no third party mailings".

For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.

For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point.

For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)

The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.

Identifies Trade Capture Report (AE) message transaction type

The name of the payment card holder as specified on the card being used for payment.

The number of the payment card as specified on the card being used for payment.

The expiry date of the payment card as specified on the card being used for payment.

The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card.

A code identifying the Settlement payment method. 16 through 998 are reserved for future use

For CIV a fund manager-defined code identifying which of the fund managers account types is required.

Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a brokers nominee or street name.

For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held.

Text indicating reason(s) why a Registration Instruction has been rejected.

A one character code identifying whether the Fund based renewal commission is to be waived.

Name of local agent bank if for cash distributions

BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions.

Account number at agent bank for distributions.

Free format Payment reference to assist with reconciliation of distributions.

Name of account at agent bank for distributions.

The start date of the card as specified on the card being used for payment.

The date written on a cheque or date payment should be submitted to the relevant clearing system.

Identifies sender of a payment, e.g. the payment remitter or a customer reference number.

Registration status as returned by the broker or (for CIV) the fund manager.

Reason(s) why Registration Instructions (o) has been rejected.

Reference identifier for the RegistID (513) with Cancel and Replace RegistTransType (514) transaction types.

Set of Registration name and address details, possibly including phone, fax etc.

The number of Distribution Instructions on a Registration Instructions (o) message.

Email address relating to Registration name and address details.

The amount of each distribution to go to this beneficiary, expressed as a percentage.

Unique identifier of the registration details as assigned by institution or intermediary.

Identifies Registration Instructions (o) transaction type.

For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager.

For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investors total holding to be sold. For a CIV switch/exchange it specifies percentage of investors cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages.

The relationship between Registration parties.

The number of Contract Amount details on an Execution Report (8) message.

Type of ContAmtValue (520) .

Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519) .

Specifies currency for the Contract amount if different from the Deal Currency - see " Appendix 6-A; Valid Currency Codes ".

Identifies the type of owner.

Sub-identifier (e.g. Clearing Account for PartyRole (452) =Clearing Firm, Locate ID # for PartyRole (452) =Locate/Lending Firm, etc). Not required when using PartyID (448) , PartyIDSource (447) , and PartyRole (452) .

PartyID value within a nested repeating group.

PartyIDSource (447) value within a nested repeating group.

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.

Designates the capacity of the firm placing the order.

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

Specifies scope of Order Mass Cancel Request (q) .

Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request (q)

Reason Order Mass Cancel Request (q) was rejected.

Total number of orders affected by either the Order Mass Action Request (CA) or Order Mass Cancel Request (q) .

Number of affected orders in the repeating group of order ids.

OrderID (37) of an order affected by a Order Mass Cancel Request (q) .

SecondaryOrderID (198) of an order affected by a Order Mass Cancel Request (q) .

Identifies the type of quote.

PartyRole (452) value within a nested repeating group.

Number of NestedPartyID (524) , NestedPartyIDSource (525) , and NestedPartyRole (538) entries

Deprecated in FIX.4.4 Total Amount of Accrued Interest for convertible bonds and fixed income.

Date of maturity.

Underlying securitys maturity date.

Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate).

Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.

PartySubID (523) value within a nested repeating group.

Specifies the market scope of the a market data.

Defines how a server handles distribution of a truncated book. Defaults to broker option.

Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.

Type of cross being submitted to a market.

Indicates if one side or the other of a cross order should be prioritized.

CrossID (548) of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Order Cancel Request (u) and Cross Order Cancel/Replace Request (t) .

Number of Side (54) repeating group instances.

Userid or username.

Password or passphrase.

Number of InstrumentLeg repeating group instances.

Currency associated with a particular Leg's quantity

Indicates total number of security types in the event that multiple Security Types (w) messages are used to return results.

Number of Security Type repeating group instances.

Identifies the type/criteria of Security List Request (x) .

The results returned to a Security Type Request (v) message

The trading lot size of a security

The minimum trading volume for a security

Indicates the method of execution reporting requested by issuer of the order.

PositionEffect for leg of a multileg

CoveredOrUncovered for leg of a multileg

Price for leg of a multileg

Indicates the reason a Trading Session Status Request (g) was rejected.

Trade Capture Report Request (AD) ID

Type of Trade Capture Report (AE) .

Indicates if the trade capture report was previously reported to the counterparty

Unique identifier of Trade Capture Report (AE)

Reference identifier used with CANCEL and REPLACE transaction types.

The status of this trade with respect to matching or comparison.

The point in the matching process at which this trade was matched.

Deprecated in FIX.5.0. This trade is to be treated as an odd lot

Number of clearing instructions

Eligibility of this trade for clearing and central counterparty processing

Type of input device or system from which the trade was entered.

Specific device number, terminal number or station where trade was entered

Number of Date fields provided in date range

Type of account associated with an order

Capacity of customer placing the order

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.

Value assigned by issuer of Order Mass Status Request (AF) to uniquely identify the request

Order Mass Status Request (AF) Type

The most recent (or current) modification TransactTime (60) reported on an Execution Report (8) for the order.

Refer to values for SettlType (63)

Refer to description SettlDate (64)

Indicates whether or not automatic booking can occur.

Indicates what constitutes a bookable unit.

Indicates the method of preallocation.

Underlying securitys CountryOfIssue (470) .

Underlying securitys StateOrProvinceOfIssue.

Underlying securitys LocaleOfIssue.

Underlying securitys InstrRegistry.

Multileg instrument's individual leg securitys CountryOfIssue.

Multileg instrument's individual leg securitys StateOrProvinceOfIssue.

Multileg instrument's individual leg securitys LocaleOfIssue.

Multileg instrument's individual leg securitys InstrRegistry.

Multileg instrument's individual securitys Symbol.

Multileg instrument's individual securitys SymbolSfx.

Multileg instrument's individual securitys SecurityID.

Multileg instrument's individual securitys SecurityIDSource.

Multileg instrument's individual securitys NoSecurityAltID.

Multileg instrument's individual securitys SecurityAltID.

Multileg instrument's individual securitys SecurityAltIDSource.

Multileg instrument's individual securitys Product.

Multileg instrument's individual securitys CFICode.

Multileg instrument's individual securitys SecurityType.

Multileg instrument's individual securitys MaturityMonthYear.

Multileg instrument's individual securitys MaturityDate.

Multileg instrument's individual securitys StrikePrice.

Multileg instrument's individual securitys OptAttribute. See OptAttribute (206) field for description

Multileg instrument's individual securitys ContractMultiplier. See ContractMultiplier (231) field for description

Multileg instrument's individual securitys CouponRate. See CouponRate (223) field for description

Multileg instrument's individual securitys SecurityExchange. See SecurityExchange (207) field for description

Multileg instrument's individual securitys Issuer. See Issuer (106) field for description

Multileg instrument's individual securitys EncodedIssuerLen. See EncodedIssuerLen (348) field for description

Multileg instrument's individual securitys EncodedIssuer. See EncodedIssuer (349) field for description

Description of a leg of a multileg instrument. See SecurityDesc (107) field for description

Multileg instrument's individual securitys EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

Multileg instrument's individual securitys EncodedSecurityDesc. See EncodedSecurityDesc (351) field for description

The ratio of quantity for this individual leg relative to the entire multileg security.

The side of this individual leg (multileg security). See Side (54) field for description and values

Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

Describes the specific type or purpose of an Allocation Instruction (J) message (i.e. "Buyside Calculated")

Number of HopCompID (628) entries in repeating group.

Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.

Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.

Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.

Mid price/rate

Bid yield

Mid yield

Offer yield

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.

Indicates if the order is currently being worked. Applicable only for OrdStatus (39) = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order.

Execution price assigned to a leg of a multileg instrument.

Indicates if a Cancel/Replace has caused an order to lose book priority.

Amount of price improvement.

Deprecated in FIX.5.0. Price of the future part of a F/X swap order.

Deprecated in FIX.5.0. F/X forward points of the future part of a F/X swap order added to LastSpotRate (194) . May be a negative value.

Deprecated in FIX.5.0. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.

Deprecated in FIX.5.0. Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.

RFQ Request ID used to identify an RFQ Request (AH) .

Used to indicate the best bid in a market

Used to indicate the best offer in a market

Used to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid size

Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size.

Unique identifier for Quote Status Request (a) .

Indicates that this message is to serve as the final and legal confirmation.

The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.

The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.

Unique indicator for a specific leg.

Unique indicator for a specific leg for the ContraBroker (375) .

Foreign exchange rate used to compute the bid SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)

Foreign exchange rate used to compute the offer SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)

Reason Quote was rejected.

ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

Used to identify the source of the AllocAccount (79) code.

Specifies the price of the benchmark.

Identifies type of BenchmarkPrice (662) .

Message reference for Confirmation (AK)

Identifies the status of the Confirmation (AK) .

Identifies the Confirmation (AK) transaction type.

Specifies when the contract (i.e. MBS/TBA) will settle.

Identifies the form of delivery.

Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type.

Number of Allocations for the leg

Allocation Account for the leg.

Reference for the individual allocation ticket

Leg allocation quantity.

The source of the LegAllocAccount (671)

Identifies settlement currency for the Leg.

LegBenchmarkPrice (679) currency

Name of the Leg Benchmark Curve.

Identifies the point on the Leg Benchmark Curve.

Used to identify the price of the benchmark security.

The price type of the LegBenchmarkPrice.

Bid price of this leg.

Leg-specific IOI quantity.

Number of leg stipulation entries

Offer price of this leg.

Quantity ordered of this leg.

The price type of the LegBidPx (681) and/or LegOfferPx (684).

Quantity of this leg, e.g. in Quote dialog.

For Fixed Income, type of Stipulation for this leg.

For Fixed Income, value of stipulation.

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

For Fixed Income, identifies MBS / ABS pool.

Code to represent price type requested in Quote.

Message reference for Quote Response

Identifies the type of Quote Response (AJ) .

Code to qualify Quote use

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

Price to which the yield has been calculated.

The price type of the YieldRedemptionPrice (697)

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

Indicates a trade that reverses a previous trade.

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

Number of position entries.

Used to identify the type of quantity that is being returned.

Long Quantity

Short Quantity

Status of this position.

Type of Position amount

Position amount

Identifies the type of position transaction

Unique identifier for the position maintenance request as assigned by the submitter

Number of underlying legs that make up the security.

Maintenance Action to be performed.

Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled.

Reference to a PosMaintRptID (721) from a previous Position Maintenance Report (AM) that is being replaced or canceled.

The "Clearing Business Date" referred to by this maintenance request.

Identifies a specific settlement session

SubID value associated with SettlSessID (716)

Type of adjustment to be applied, used for PCS and PAJ

Used to indicate when a contrary instruction for exercise or abandonment is being submitted

Indicates if requesting a rollover of prior days spread submissions.

Unique identifier for this Position Report (AP)

Status of Position Maintenance Request (AL)

Result of Position Maintenance Request (AL) .

Used to specify the type of Position Maintenance Request (AL) being made.

Identifies how the response to the request should be transmitted.

URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination.

Total number of Position Reports being returned.

Result of Request for Positions (AN)

Status of Request for Positions (AN) .

Settlement price

Type of settlement price.

Underlying securitys SettlPrice.

Underlying securitys SettlPriceType.

Previous settlement price.

Number of repeating groups of QuoteQualifiers (695).

Currency code of settlement denomination for a specific AllocAccount (79) .

Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79) .

Amount of interest (i.e. lump-sum) at maturity.

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument.

Amount of interest (i.e. lump-sum) at maturity at the account-level.

Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.

Date of delivery.

Method by which short positions are assigned to an exercise notice during exercise and assignment processing

Quantity Increment used in performing assignment.

Open interest that was eligible for assignment.

Exercise Method used to in performing assignment.

Total number of trade reports returned.

Result of Trade Request

Status of Trade Request.

Reason Trade Capture Request was rejected.

Used to indicate if the side being reported on Trade Capture Report (AE) represents a leg of a multileg instrument or a single security.

Number of position amount entries.

Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.

Unique identifier for Allocation Report message.

Number of Nested2PartyID (757) , Nested2PartyIDSource (758) , and Nested2PartyRole (759) entries

PartyID value within a "second instance" Nested repeating group.

PartyIDSource value within a "second instance" Nested repeating group.

PartyRole value within a "second instance" Nested repeating group.

PartySubID value within a "second instance" Nested repeating group.

Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID (699) is specified.

Sub-type qualification/identification of the Security type. As an example for SecurityType (167) ="REPO", the SecuritySubType (762) ="General Collateral" can be used to further specify the type of REPO.

Underlying securitys SecuritySubType.

SecuritySubType of the leg instrument.

The maximum percentage that execution of one side of a program trade can exceed execution of the other.

The maximum amount that execution of one side of a program trade can exceed execution of the other.

The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue (766) is used.

Number of TrdRegTimestamp (769) entries

Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house).

Traded / Regulatory timestamp type.

Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value.

Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel

Identifies the type of Confirmation (AK) message being sent.

Identifies the reason for rejecting a Confirmation (AK) .

Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).

Identified reason for rejecting an individual AllocAccount (79) detail.

Unique identifier for Settlement Instructions (T) message.

Number of settlement instructions within repeating group.

Timestamp of last update to data item (or creation if no updates made since creation).

Used to indicate whether settlement instructions are provided on an allocation instruction (J) message, and if not, how they are to be derived.

Number of SettlPartyID (782) , SettlPartyIDSource (783) , and SettlPartyRole (784) entries.

PartyID value within a settlement parties component. Nested repeating group.

PartyIDSource value within a settlement parties component.

PartyRole value within a settlement parties component.

PartySubID value within a settlement parties component.

Type of SettlPartySubID (785) value.

Used to indicate whether a delivery instruction is used for securities or cash settlement.

Type of financing termination.

Next expected MsgSeqNum (34) value to be received.

Can be used to uniquely identify a specific Order Status Request (H) message.

Unique ID of Settlement Instruction Request (AV) message

Identifies reason for rejection (of a Settlement Instruction Request (AV) message).

Secondary allocation identifier. Unlike the AllocID (70) , this can be shared across a number of allocation instruction (J) or allocation report (AS) messages, thereby making it possible to pass an identifier for an original allocation (J) message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).

Describes the specific type or purpose of an Allocation Report (AS) message.

Reference identifier to be used with AllocTransType (71) = Replace or Cancel.

Reason for cancelling or replacing an Allocation Instruction (J) or Allocation Report (AS) message.

Indicates whether or not this message is a drop copy of another message.

Type of account associated with a confirmation or other trade-level message

Average price for a specific order.

Quantity of the order that is being booked out as part of an Allocation Instruction (J) or Allocation Report (AS) message.

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

Number of PartySubID (523) and PartySubIDType (803) entries

Type of PartySubID (523) value

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries.

Type of NestedPartySubID (545) value.

Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of NestedParties .

Type of Nested2PartySubID (760) value. Second instance of NestedParties .

Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType (626) = "Request to Intermediary" and AllocReportType (794) = "Request to Intermediary"

Number of Usernames to which this this response is directed.

Underlying price associate with a derivative instrument.

The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.

Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue.

Current number of application messages that were queued at the time that the message was created by the counterparty.

Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.

Action to take to resolve an application message queue (backlog).

Number of alternative market data sources.

Session layer source for market data.

Deprecated in FIX.5.0 Secondary trade report identifier - can be used to associate an additional identifier with a trade.

Average Pricing Indicator

Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.

Specific device number, terminal number or station where order was entered

Trading Session in which the underlying instrument trades

Trading Session sub identifier in which the underlying instrument trades

Reference to the leg of a multileg instrument to which this trade refers

Used to report any exchange rules that apply to this trade.

Identifies how the trade is to be allocated

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

Type of Trade.

Further qualification to the trade type

Reason trade is being transferred.

Total Number of Assignment Reports being returned to a firm.

Unique identifier for the Assignment Report (AW) .

Amount that a position has to be in the money before it is exercised.

Describes whether peg is static or floats.

Type of Peg Offset value.

Type of Peg Limit.

If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive.

The price the order is currently pegged at.

The scope of the peg.

Describes whether discretionay price is static or floats.

Type of Discretion Offset value.

Type of Discretion Limit.

If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive.

The current discretionary price of the order.

The scope of the discretion.

The target strategy of the order

Deprecated in FIX.5.0 Field to allow further specification of the TargetStrategy (847) - usage to be agreed between counterparties.

Deprecated in FIX.5.0 For a TargetStrategy (847) =Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume).

For communication of the performance of the order versus the target strategy.

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus (39) of Partial or Filled.

Indicates if a trade should be reported via a market reporting service.

Reason for short sale.

Type of quantity specified in a quantity field.

Additional TrdType (828) assigned to a trade by trade match system.

Type of Trade Report.

Indicates how the orders being booked and allocated by an Allocation Instruction (J) or Allocation Report (AS) message are identified, i.e. by explicit definition in the NoOrders (73) group or not.

Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.

Unique identifier for a Confirmation Request message.

Used to express average price as percent of par (used where AvgPx (6) field is expressed in some other way).

Reported price (used to differentiate from AvgPx (6) on a confirmation of a marked-up or marked-down principal trade).

Number of repeating OrderCapacity entries.

Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal).

Number of repeating EventType (865) entries.

Code to represent the type of event

Date of event

Predetermined price of issue at event, if applicable

Comments related to the event.

Percent at risk due to lowest possible call.

Number of repeating InstrAttribType (871) entries.

Code to represent the type of instrument attribute

Attribute value appropriate to the InstrAttribType (871) field.

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the IssueDate (225) and the InterestAccrualDate (874)

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the IssueDate (225) and the DatedDate (873) .

The program under which a commercial paper is issued

The registration type of a commercial paper issuance.

The program under which the underlying commercial paper is issued.

The registration type of the underlying commercial paper issuance.

Unit amount of the underlying security (par, shares, currency, etc.)

Identifier assigned to a trade by a matching system.

Used to refer to a previous SecondaryTradeReportRefID (881) when amending the transaction (cancel, replace, release, or reversal).

Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest.

Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

Currency value attributed to this collateral at the start of the agreement.

Currency value currently attributed to this collateral.

Currency value attributed to this collateral at the end of the agreement.

Number of underlying stipulation entries.

Type of stipulation.

Value of stipulation.

Net Money at maturity if Zero Coupon and maturity value is different from par value

Defines the unit for a miscellaneous fee.

Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs (78) in each message that has repeating NoAlloc entries related to the same AllocID (70) or AllocReportID (755) . Used to support fragmentation.

Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction (J) , Mass Quote (i) , Security List (y) , Derivative Security List (AA)

Collateral Request (AX) Identifier.

Reason for Collateral Assignment (AY)

Collateral inquiry qualifiers:

Number of trades in repeating group.

The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio (898) of 102% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.

Excess margin amount (deficit if value is negative)

TotalNetValue (900) is determined as follows:

Starting consideration less repayments.

Collateral Assignment (AY) Identifier.

Collateral Assignment (AY) Transaction Type.

Collateral Response (AZ) Identifier.

Collateral Assignment (AY) Response Type.

Collateral Assignment (AY) Reject Reason

Collateral Assignment (AY) Identifier to which a transaction refers.

Collateral Report (BA) Identifier.

Collateral Inquiry Identifier (BB) Identifier.

Collateral Status.

Total number of reports returned in response to a request.

Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request (AF) .

The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction.

A common reference to the applicable standing agreement between the counterparties to a financing transaction.

A reference to the date the underlying agreement specified by AgreementID (914) and AgreementDesc (913) was executed.

Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral.

End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral.

Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.

Identifies type of settlement

Accrued Interest Amount applicable to a financing transaction on the End Date.

Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.

Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.

Unique identifier for a User Request (BE) .

Indicates the action required by a User Request (BE) Message.

New Password or passphrase

Indicates the status of a user

A text description associated with a user status.

Indicates the status of a network connection

A text description associated with a network status.

Assigned value used to identify a firm.

Assigned value used to identify specific elements within a firm.

Unique identifier for a network response.

Unique identifier for a network resquest.

Identifier of the previous Network (Counterparty System) Status Response (BD) message sent to a counterparty, used to allow incremental updates.

Indicates the type and level of details required for a Network (Counterparty System) Status Request (BC) Message

Number of CompID entries in a repeating group.

Indicates the type of Network (Counterparty System) Status Response (BD) Message.

Number of CollInquiryQualifier entries in a repeating group.

Trade Report Status.

Identifies the status of the Confirmation Ack (AU) .

Currency in which the strike price of an underlying instrument is denominated

Currency in which the strike price of a instrument leg of a multileg instrument is denominated.

A code that represents a time interval in which a fill or trade occurred.

Action proposed for an Underlying Instrument instance.

Status of Collateral Inquiry (BB) .

Result returned in response to Collateral Inquiry (BB) .

Currency in which the StrikePrice (202) is denominated.

Number of Nested3PartyID (949) , Nested3PartyIDSource (950) , and Nested3PartyRole (951) entries

PartyID value within a "third instance" Nested repeating group.

PartyIDSource value within a "third instance" Nested repeating group.

PartyRole value within a "third instance" Nested repeating group.

Number of Nested3PartySubID (953) entries

PartySubID value within a "third instance" Nested repeating group.

PartySubIDType value within a "third instance" Nested repeating group.

Specifies when the contract (i.e. MBS/TBA) will settle.

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the IssueDate (225) and the DatedDate (873)

Indicates number of strategy parameters.

Name of parameter.

Datatype of the parameter.

Value of the parameter

Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order.

Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided.

Unique identifier for the Market Data Report.

Security Report ID. Unique identifier for the Security Report.

Used for derivatives. Denotes the current state of the Instrument.

Indicator to determine if instrument is settle on open.

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

Minimum price increase for a given exchange-traded Instrument

Position Limit for a given exchange-traded product.

Position Limit in the near-term contract for a given exchange-traded product.

Percent of the Strike Price that this underlying represents.

Cash amount associated with the underlying component.

Specific to the &lt;UnderlyingInstrument&gt; Used for derivatives that deliver into cash underlying.

Indicates order settlement period for the underlying instrument.

Date associated to the quantity that is being reported for the position.

Unique identifier for the Contrary Intention report.

Indicates if the contrary intention was received after the exchange imposed cutoff time.

Source of the contrary intention.

Specifies action of security update

Number of Expiration Qty entries.

Expiration Qty types.

Expiration Quantity associated with the Expiration Type.

Total number of occurrences of Amount to pay in order to receive the underlying instrument.

Amount to pay in order to receive the underlying instrument.

Amount to collect in order to deliver the underlying instrument.

Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments.

Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument.

Will allow the intermediary to specify an allocation ID generated by their system.

Additional attribute to store the Trade ID of the Leg.

Specifies average price rounded to quoted precision.

Identifies whether the allocation is to be sub-allocated or allocated to a third party.

Capacity of customer in the allocation block.

The Tier the trade was matched by the clearing system.

Physical unit of measure for Derivative products.

Unit of time associated with the contract.

Same as UnitOfMeasure.

Same as UnitOfMeasure.

Same as TimeUnit.

Same as TimeUnit.

Specifies the method under which a trade quantity was allocated.

The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.

Used on a multi-sided trade to designate the ReportID.

Used on a multi-sided trade to convey order routing information.

Used on a multi-sided trade to convey reason for execution.

Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). (828)

Used to indicate the quantity on one of a multi-sided Trade Capture Report.

Used to identify the event or source which gave rise to a message.

Will be used in a multi-sided message.

Same as TrdRegTimeStampType

Same as TrdRegTimestampOrigin

Used to indicate that a floor-trade was originally submitted "as of" a specific trade date which is earlier than its clearing date.

Indicates number of SideTimestamps contained in group.

Expresses the risk of an option leg

Identifies the number of parties identified with an instrument.

PartyID value within an instrument party repeating group. Same values as PartyID (448) .

Used to report volume with a trade.

Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection.

Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative.

Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level.

Used to describe the origin of an entry in the book.

Indicates the first trade price of the day/session.

The spot rate for an FX entry.

Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Indicates if the order was initially received manually (as opposed to electronically)

Indicates if the customer directed this order to a specific execution venue (Y) or not (N). A default of N customer didnt direct this order should beused in the case where the information is both missing and essential.

Identifies the Broker / Dealer Department that first took the order.

Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.

Identifies the class or source of the OrderHandlingInst values. Scope of this will apply to both CustOrderHandlingInst and DeskOrderHandlingInst fields.

TType of trading desk. Valid values are grouped by DeskTypeSource (1034) .

Codes that apply special information that the Broker / Dealer needs to report.

The status of this execution acknowledgement message.

Indicates the underlying position amount to be delivered

Maximum notional value for a capped financial instrument

Used to carry an internal trade entity ID which may or may not be reported to the firm

The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary

Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary.

Conveys how the collateral should be/has been applied.

Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated.

Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15) .

Specifies whether the UnderlyingFXRate (1045) should be multiplied or divided.

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

Identifies role of dealer; Agent, Principal, RisklessPrincipal

Method under which assignment was conducted

PartyIDSource value within an instrument partyrepeating group.

PartyRole value within an instrument partyepeating group.

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

PartySubID value within an instrument party repeating group.

Type of InstrumentPartySubID (1053) value.

The Currency in which the position Amount is denominated.

Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx.

Used to identify whether the order initiator is an aggressor or not in the trade.

Identifies the number of parties identified with an underlying instrument.

PartyID value within an underlying instrument party repeating group.

PartyIDSource value within an underlying instrument partyrepeating group.

PartyRole value within an underlying instrument partyepeating group.

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

PartySubID value within an underlying instrument party repeating group.

Type of underlying InstrumentPartySubID (1053) value.

The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Identifies market data quote type.

For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

The gross trade amount for this side of the trade. See also GrossTradeAmt (381) , for additional definition.

The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.

The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size.

Time of security's maturity expressed in local time with offset to UTC specified.

The ID reference to the order being hit or taken.

Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order.

Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

Instructs when to refresh DisplayQty (1138) .

Defines what value to use in DisplayQty (1138) . If not specified the default DisplayMethod is "1".

Defines the lower quantity limit to a randomized refresh of DisplayQty (1138) .

Defines the upper quantity limit to a randomized refresh of DisplayQty (1138) .

Defines the minimum increment to be used when calculating a random refresh of DisplayQty (1138) . A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size).

Defines the quantity used to refresh DisplayQty (1138) .

Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement.

Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit.

Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible.

Defines the type of price protection the customer requires on their order.

Defines the lot type assigned to the order.

Defines the type of peg.

The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price ( Price (44) ) is breached. The values may not be exact due to rounding.

Defines the identity of the security off whose prices the order will peg.

Defines the identity of the security off whose prices the order will peg.

Defines the common, 'human understood' representation of the security off whose prices the order will Peg.

Security description of the security off whose prices the order will Peg.

Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect.

Defines the type of action to take when the trigger hits.

The price at which the trigger should hit.

Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic.

Defines the identity of the security whose prices will be tracked by the trigger logic.

Defines the identity of the security whose prices will be tracked by the trigger logic.

Defines the security description of the security whose prices will be tracked by the trigger logic.

The type of price that the trigger is compared to.

Defines the type of price protection the customer requires on their order.

The side from which the trigger price is reached.

The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1.

The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon.

The Quantity the order should have after the trigger has hit.

Defines the trading session at which the order will be activated.

Defines the subordinate trading session at which the order will be activated.

Defines the type of interest behind a trade (fill or partial fill).

Number of RootPartyID (1117) , RootPartyIDSource (1118) , and RootPartyRole (1119) entries.

PartyID value within a root parties component. Same values as PartyID (448) .

PartyIDSource value within a root parties component.

PartyRole value within a root parties component.

Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries

PartySubID value within a root parties component. Same values as PartySubID (523)

Type of RootPartySubID (1121) value. Same values as PartySubIDType (803)

Specified how the Trade Capture Report should be handled by the Respondent.

Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123)

Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer

Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer

Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer

Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release

Specifies a custom extension to a message being applied at the message level. Enumerated field

Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID

Specifies a custom extension to a message being applied at the session level.

Transact time in the local date-time stamp with a TZ offset to UTC identified

The ID source of ExDestination.

Shows that the reported price that is different from the market price.

Indicates the system or medium on which the report has been published.

ClearingFeeIndicator (635) for Allocation, see ClearingFeeIndicator (635) for permitted values.

Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID

The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

Free format text string related to exchange.

The maximum order quantity that can be submitted for a security.

The number of feed types and corresponding book depths associated with a security.

The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender.

The maximum price variation of an execution from one event to the next for a given security.

Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.

Specific time of event. To be used in combination with EventDate (866)

Minimum price increment amount associated with the MinPriceIncrement (969) . For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor (231) .

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure (996) . Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure (996) for more information on the use of UnitOfMeasureQty.

Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected

Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected

Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

Allow sequencing of Legs for a Strategy to be captured

Settlement cycle in which the settlement obligation was generated

Used to identify the trading currency on the Trade Capture Report Side

Used to identify the settlement currency on the Trade Capture Report Side

The extension pack number associated with an application message.

Net flow of Currency 1

Used to group Each Settlement Party

Used to identify the reporting mode of the settlement obligation which is either preliminary or final

Message identifier for Settlement Obligation Report

Unique ID for this settlement instruction.

Transaction Type - required except where SettlInstMode is 5=Reject SSI request

Required where SettlInstTransType is Cancel or Replace

Used to identify whether these delivery instructions are for the buyside or the sellside.

Number of settlement obligations

Unique identifier for a quote message.

Identifies the status of an individual quote. See also QuoteStatus (297) which is used for single Quotes.

Specifies the number of canceled quotes

Specifies the number of accepted quotes

Specifies the number of rejected quotes

Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only.

Specifies the type of respondents requested.

Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly.

Identifies an event related to a SecurityTradingStatus (326) . An event occurs and is gone, it is not a state that applies for a period of time.

Number of statistics indicator repeating group entries.

Type of statistics

The number of secondary sizes specifies in this entry

Specifies the type of secondary size.

A part of the MDEntrySize (271) that represents secondary interest as specified by MDSecSizeType(1178).

Identifies the application with which a message is associated. Used only if application sequencing is in effect.

Data sequence number to be used when FIX session is not in effect

Beginning range of application sequence numbers

Ending range of application sequence numbers

Lenght of the SecurityXML data block.

Actual XML data stream describing a security, normally FpML.

The schema used to validate the contents of SecurityXML

Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed

Annualized volatility for option model calculations

Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year.

Interest rate. Usually some form of short term rate.

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract.

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

Settlement method for a contract. Can be used as an alternative to CFI Code value

Type of exercise of a derivatives security

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

Method for price quotation

Specifies the type of valuation method applied

Indicates whether instruments are pre-listed only or can also be defined via user request

Used to express the ceiling price of a capped call

Used to express the floor price of a capped put

Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying

Value by which strike price should be incremented within the specified price range.

Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security

Starting price range for specified tick increment

Ending price range for the specified tick increment

Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded

Specifies the type of tick rule which is being described

Code to represent the type of instrument attribute

Attribute value appropriate to the NestedInstrAttribType field

Time of security's maturity expressed in local time with offset to UTC specified

Time of security's maturity expressed in local time with offset to UTC specified

Refer to definition for Symbol (55)

Refer to definition for SymbolSfx (65)

Refer to definition for SecurityID (48)

Refer to definition for SecurityIDSource (22)

Refer to definition for NoSecurityAltID (454)

Refer to definition for SecurityAltID (455)

Refer to definition for SecurityAltIDSource(456)

Refer to definition of LowLimitPrice (1148)

Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

Refer to definition of UnitOfMeasureQty (1147)

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

Ending maturity month year for an option class

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc.

Refer to ProductComplex (1227)

Increment between successive maturities for an option class

Refer to definition of HighLimitPrice (1149)

Minimum lot size allowed based on lot type specified in LotType (1093)

Number of execution instructions

Number of Lot Type Rules

Number of Match Rules

Number of maturity rules in MarurityRules component block

Number of order types

Number of time in force techniques

Refer to definition for TradingReferencePrice (1150)

Starting maturity month year for an option class

Used to indicate if a product or group of product supports the creation of flexible securities

Refer to FlexProductEligibilityIndicator (1242)

Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode (461) Standard/Non-standard attribute.

Used when the trading currency can differ from the price currency

Valid values: see " Appendix 6-C - Exchange Codes - ISO 10383 Market Identifier Code (MIC) "

Refer to definition SecurityXMLLen (1184)

Refer to definition of SecurityXML (1185)

Refer to definition of SecurityXMLSchema (1186)

Refer to definition of NoPartyIDs (453)

Refer to definition of PartyID (448)

Refer to definition of PartyIDSource (447)

Refer to definition of PartyRole (452)

Refer to definition for NoPartySubIDs (802)

Refer to definition for PartySubID (523)

Refer to definition for PartySubIDType (803)

Type of exercise of a derivatives security

Identifies the market segment

Identifies the Market

Unit of measure for the Maturity Month Year Increment

Format used to generate the MaturityMonthYear for each option

Expiration Style for an option class

Describes the how the price limits are expressed

Describes the how the price limits are expressed

Indicates execution instructions that are valid for the specified market segment

Allows trading rules to be expressed by trading session

Number of Market Segments on which a security may trade.

Refer to definition of InstrAttribType (871)

Refer to definition of InstrAttribValue (872)

Refer to definition for PriceUnitOfMeasure (1191)

Refer to definition of PriceUnitOfMeasureQty (1192)

Refer to definition of SettlMethod (1193)

Refer to definition of PriceQuoteMethod (1196)

Refer to definition of ValuationMethod (1197)

Indicates whether instruments are pre-listed only or can also be defined via user request

Refer to definition of CapPrice (1199)

Refer to definition of FloorPrice (1200)

Indicates whether an Option is for a put or call

If provided, then Instrument occurrence has explicitly changed

Reference to a parent Market Segment. See MarketSegmentID (1300)

Trading Session description

Specifies the action taken for the specified trading sessions.

Those will be used by Firms to send a reason for rejecting a trade in an allocate claim model.

This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms.

Refer to definition for Symbol (55)

Refer to definition for SymbolSfx (65)

Refer to definition for SecurityID (48)

Refer to definition for SecurityIDSource (22)

Refer to definition for NoSecurityAltID (454)

Refer to definition for SecurityAltID (455)

Refer to definition for SecurityAltIDSource (456)

Refer to definition for SecurityType (167)

Refer to definition for SecuritySubType (762)

Refer to definition for MaturityMonthYear (200)

Refer to definition for StrikePrice (202)

Refer to definition for SecurityExchange (207)

Number of Underlyings, Identifies the Underlying of the Leg

Refer to definition for PutOrCall (201)

Refer to definition for CFICode (461)

Date of maturity.

Unique identifier for request

Type of Application Message Request being made.

Used to indicate the type of acknowledgement being sent.

Total number of messages included in transmission.

Application sequence number of last message in transmission

Specifies number of application id occurrences

Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request

Identifier for the Applicaton Message Request Ack

Used to return an error code or text associated with a response to an Application Request.

Reference to the unique application identifier which corresponds to ApplID (1180) from the Application Sequence Group component

Identifier for the Application Sequence Reset

Application sequence number of last message in transmission.

Refer to definition of PutOrCall (201)

Total number of fill entries across all messages. Should be the sum of all NoFills (1362) in each message that has repeating list of fill entries related to the same ExecID (17) . Used to support fragmentation.

Number of fill entries

Refer to ExecID (17) . Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap,

Price of Fill. Refer to LastPx (31) .

Quantity of Fill. Refer to LastQty (32) .

The AllocID (70) of an individual leg of a multileg order.

Identifies settlement currency for the leg level allocation.

Identifies an event related to a TradSesStatus (340) . An event occurs and is gone, it is not a state that applies for a period of time.

Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN)

Number of not affected orders in the repeating group of order ids.

OrderID (37) of an order not affected by a mass cancel request.

ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.

Specifies the type of action requested

Specifies scope of Order Mass Action Request.

Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request.

Reason Order Mass Action Request was rejected

Specifies the type of multileg order.

Code to represent how the multileg price is to be interpreted when applied to the legs.

Specifies the volatility of an instrument leg.

The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models.

Refer to definition for DividendYield (1380) .

Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7

Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7

Same values as ExecInst (18)

Defines the type of contingency.

Identifies the reason for rejection of a New Order List message. Note that OrdRejReason (103) is used if the rejection is based on properties of an individual order part of the List.

Number of trade reporting indicators

Identifies the type of party for trade reporting. Same values as PartyRole (452) .

Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole (1388) . Used to override standard reporting behavior by the receiver of the trade report and thereby complements the TradePublishIndicator (1390) .

Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator (852) .

Refer to definition of OptAttribute (206)

Refer to definition of SecurityDesc (107)

Unique ID of a Market Definition Request message.

Market Definition message identifier.

Specifies the action taken for the specified MarketID (1301) + MarketSegmentID (1300) .

Description or name of Market Segment

Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc (1398) field.

Encoded (non-ASCII characters) representation of the MarketSegmentDesc (1396) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field.

Used to specify a new application sequence number.

Enumeration defining the encryption method used to encrypt password fields.

Length of the EncryptedPassword(1402) field

Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod (1400)

Length of the EncryptedNewPassword (1404) field

Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod (1400)

Time of security's maturity expressed in local time with offset to UTC specified

The extension pack number associated with an application message.

The extension pack number that is the default for a FIX session.

The default custom application version ID that is the default for a session.

Status of a FIX session

Refer to definition of PartySubIDType (803)

Refer to definition of PartySubID (523)

Refer to definition of NoPartySubIDs (802)

Refer to definition of NoPartyIDs (453)

Refer to definition of PartyID (448)

Refer to definition of PartyIDSource (447)

Refer to definition of PartyRole (452)

Fill quantity for the leg instrument

Type of exercise of a derivatives security

Type of exercise of a derivatives security

Refer to definition for PriceUnitOfMeasure (1191)

Refer to definition of PriceUnitOfMeasureQty (1192)

Refer to definition of UnitOfMeasureQty (1147)

Refer to definition for PriceUnitOfMeasure (1191)

Refer to definition of PriceUnitOfMeasureQty (1192)

Type of report

When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade.

Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade).

Time unit in which the OrderDelay (1428) is expressed

Identifies the type of venue where a trade was executed

The reason for updating the RefOrdID

The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest (BW)

Type of pricing model used

Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier (231) is expressed in.

Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier (614) is expressed in.

IIndicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UndlyContractMultiplier (436) is expressed in.

Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier (1266) is expressed in.

The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".

The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".

The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".

The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.

Number of rate sources being specified.

Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate.

IIndicates whether the rate source specified is a primary or secondary source.

Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate.

A category of CDS credit even in which the underlying bond experiences a restructuring. Used to define a CDS instrument.

Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument.

Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position.

Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding (1451)

Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding (1451)

See See Seniority (1450)

See NotionalPercentageOutstanding (1451)

See OriginalNotionalPercentageOutstanding (1452)

Lower bound percentage of the loss that the tranche can endure.

Upper bound percentage of the loss the tranche can endure.

See AttachmentPoint (1457) .

See DetachmentPoint (1458) .

Identifies the number of target parties identified in a mass action..

PartyID value within an target party repeating group.

PartyIDSource value within an target party repeating group.Same values as PartyIDSource (447)

PartyRole value within an target party repeating group.Same values as PartyRole (452)

Specifies an identifier for a Security List

Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists.

Specifies a description or name of a Security List.

Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field.

Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field.

Specifies a type of Security List.

Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources.

Unique identifier for a News message.

Category of news mesage..

The national language in which the news item is provided.

Number of News reference items.

Reference to another News message identified by NewsID (1474) .

Type of reference to another News Message item. Defines if the referenced news item is a replacement, is in a different language, or is complimentary.

Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying, or set to the optimal value of the underlying. Conditionally, required if value is other than "fixed".

Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Conditionally, required if value is other than "fixed".

Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.

Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").

Indicates the type of payout that will result from an in-the-money option.

Number of complex event occurrences.

Identifies the type of complex event.

Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.

Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType (1484) .

Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType.

Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.

Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType.

Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result.

Number of complex event date occurrences for a given complex event.

Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventStartDate must always be less than or equal to ComplexEventEndDate.

Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate.

Number of complex event time occurrences for a given complex event date The default in case of an absence of time fields is 00:00:00-23:59:59.

Specifies the start time of the time range on which a complex event date is effective. ComplexEventStartTime must always be less than or equal to ComplexEventEndTime.

Specifies the end time of the time range on which a complex event date is effective. ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime.

Unique identifier for the stream assignment request provided by the requester.

Type of stream assignment request.

Number of assignment requests.

The identifier or name of the price stream.

Unique identifier of the stream assignment report provided by the respondent.

Reason code for stream assignment request reject.

Reason code for stream assignment request reject.

See TransactTime (60)

The type of assignment being affected in the Stream Assignment Report.